| Publication | Date of Publication | Type |
|---|
| Generalized simulated method-of-moments estimators for multivariate copulas | 2024-11-18 | Paper |
| The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data | 2024-10-28 | Paper |
| Goodness-of-fit tests for copula-based spatial models | 2024-10-28 | Paper |
| A general construction of multivariate dependence structures with nonmonotone mappings and its applications | 2024-07-25 | Paper |
| Kendall's tau-based inference for gradually changing dependence structures | 2024-07-25 | Paper |
| Gradual change-point analysis based on Spearman matrices for multivariate time series | 2024-05-03 | Paper |
| The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests | 2024-03-25 | Paper |
| Tests of multivariate copula exchangeability based on Lévy measures | 2022-10-06 | Paper |
| On nonparametric tests of multivariate meta-ellipticity | 2021-12-27 | Paper |
| A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses | 2021-10-28 | Paper |
| A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests | 2021-08-09 | Paper |
| Testing the symmetry of a dependence structure with a characteristic function | 2020-01-13 | Paper |
| On the large-sample behavior of two estimators of the conditional copula under serially dependent data | 2019-11-20 | Paper |
| Goodness-of-fit tests for the family of multivariate chi-square copulas | 2019-11-19 | Paper |
| Inference on local causality and tests of non-causality in time series | 2019-10-11 | Paper |
| Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series | 2019-06-21 | Paper |
| Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples | 2018-08-28 | Paper |
| A Family of Goodness‐of‐Fit Tests for Copulas Based on Characteristic Functions | 2018-08-08 | Paper |
| On consistent nonparametric statistical tests of symmetry hypotheses | 2017-10-23 | Paper |
| Multiplier bootstrap methods for conditional distributions | 2017-06-30 | Paper |
| Tests of radial symmetry for multivariate copulas based on the copula characteristic function | 2017-06-08 | Paper |
| On the family of multivariate chi-square copulas | 2016-10-14 | Paper |
| Testing the constancy of Spearman's rho in multivariate time series | 2016-09-16 | Paper |
| A general framework for testing homogeneity hypotheses about copulas | 2016-05-03 | Paper |
| Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models | 2016-01-28 | Paper |
| Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho | 2015-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262083 | 2015-07-13 | Paper |
| Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit | 2014-06-18 | Paper |
| Graphical and formal statistical tools for the symmetry of bivariate copulas | 2014-01-21 | Paper |
| Multivariate Kendall's tau for change-point detection in copulas | 2013-10-09 | Paper |
| Nonparametric tests for change-point detection à la Gombay and Horváth | 2013-03-12 | Paper |
| Tests of symmetry for bivariate copulas | 2012-12-27 | Paper |
| Testing for bivariate extreme dependence using Kendall's process | 2012-09-21 | Paper |
| Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data | 2012-07-16 | Paper |
| Asymptotic power of tests of normality under local alternatives | 2011-05-23 | Paper |
| Concordance measures for multivariate non-continuous random vectors | 2010-11-10 | Paper |
| Applications and asymptotic power of marginal-free tests of stochastic vectorial independence | 2010-08-19 | Paper |
| Local Power Analyses of Goodness‐of‐fit Tests for Copulas | 2010-04-22 | Paper |
| Tests of Multivariate Independence for Ordinal Data | 2009-12-16 | Paper |
| On a new goodness-of-fit process for families of copulas | 2009-06-30 | Paper |
| Dependence structure of conditional Archimedean copulas | 2008-03-11 | Paper |
| Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence | 2007-07-23 | Paper |
| Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation | 2006-12-08 | Paper |
| On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model | 2006-04-28 | Paper |
| Local efficiency of a Cramér\,-\,von Mises test of independence | 2006-01-10 | Paper |
| Bounds on the value-at-risk for the sum of possibly dependent risks | 2005-09-29 | Paper |
| Tests of serial independence based on Kendall's process | 2003-08-21 | Paper |
